+1,449.6%
NET vs PYPL
-47.9%
+1,497.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | 0.0% |
| 7D | -7.0% | +2.7% | -9.7% | -8.8% |
| 30D | -4.8% | -4.9% | +0.1% | -2.9% |
| 3M | +3.8% | +28.9% | -25.1% | -15.8% |
| 6M | +50.0% | +18.2% | +31.8% | +28.3% |
| YTD | +41.5% | -5.0% | +46.5% | +37.4% |
| 1Y | +32.8% | -18.8% | +51.7% | +42.4% |
| 3Y | +335.9% | -12.6% | +348.5% | +302.6% |
| 5Y | +113.8% | -80.8% | +194.6% | +455.9% |
| All | +1,449.6% | -47.9% | +1,497.5% | +2,200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PYPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling